+54.8%
XLF vs D
+12.5%
+42.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.4% |
| 30D | +6.3% | +11.5% | -5.1% | +3.3% |
| 3M | -0.8% | +3.7% | -4.5% | -1.8% |
| 6M | +11.0% | +13.5% | -2.5% | +7.0% |
| YTD | +5.6% | +20.7% | -15.1% | -0.3% |
| 1Y | +10.8% | +18.2% | -7.5% | +5.1% |
| 3Y | +77.8% | +73.3% | +4.5% | +48.2% |
| All | +54.8% | +12.5% | +42.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling